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BKEM vs. SPEM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BKEM and SPEM is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

BKEM vs. SPEM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BNY Mellon Emerging Markets Equity ETF (BKEM) and SPDR Portfolio Emerging Markets ETF (SPEM). The values are adjusted to include any dividend payments, if applicable.

20.00%30.00%40.00%50.00%60.00%December2025FebruaryMarchAprilMay
37.33%
53.05%
BKEM
SPEM

Key characteristics

Sharpe Ratio

BKEM:

0.36

SPEM:

0.54

Sortino Ratio

BKEM:

0.64

SPEM:

0.88

Omega Ratio

BKEM:

1.08

SPEM:

1.12

Calmar Ratio

BKEM:

0.25

SPEM:

0.56

Martin Ratio

BKEM:

1.13

SPEM:

1.66

Ulcer Index

BKEM:

6.09%

SPEM:

5.91%

Daily Std Dev

BKEM:

18.92%

SPEM:

18.19%

Max Drawdown

BKEM:

-39.48%

SPEM:

-64.41%

Current Drawdown

BKEM:

-17.65%

SPEM:

-6.40%

Returns By Period

The year-to-date returns for both stocks are quite close, with BKEM having a 2.89% return and SPEM slightly lower at 2.81%.


BKEM

YTD

2.89%

1M

-0.95%

6M

-0.76%

1Y

8.13%

5Y*

6.75%

10Y*

N/A

SPEM

YTD

2.81%

1M

-0.20%

6M

-0.33%

1Y

11.15%

5Y*

9.02%

10Y*

3.80%

*Annualized

Compare stocks, funds, or ETFs

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BKEM vs. SPEM - Expense Ratio Comparison

Both BKEM and SPEM have an expense ratio of 0.11%, making them cost-effective options compared to the broader market, where average expense ratios typically range from 0.3% to 0.9%.


Expense ratio chart for BKEM: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BKEM: 0.11%
Expense ratio chart for SPEM: current value is 0.11%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SPEM: 0.11%

Risk-Adjusted Performance

BKEM vs. SPEM — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BKEM
The Risk-Adjusted Performance Rank of BKEM is 4343
Overall Rank
The Sharpe Ratio Rank of BKEM is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of BKEM is 4545
Sortino Ratio Rank
The Omega Ratio Rank of BKEM is 4343
Omega Ratio Rank
The Calmar Ratio Rank of BKEM is 4040
Calmar Ratio Rank
The Martin Ratio Rank of BKEM is 4343
Martin Ratio Rank

SPEM
The Risk-Adjusted Performance Rank of SPEM is 5858
Overall Rank
The Sharpe Ratio Rank of SPEM is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of SPEM is 5959
Sortino Ratio Rank
The Omega Ratio Rank of SPEM is 5656
Omega Ratio Rank
The Calmar Ratio Rank of SPEM is 6363
Calmar Ratio Rank
The Martin Ratio Rank of SPEM is 5353
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BKEM vs. SPEM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BNY Mellon Emerging Markets Equity ETF (BKEM) and SPDR Portfolio Emerging Markets ETF (SPEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for BKEM, currently valued at 0.36, compared to the broader market-1.000.001.002.003.004.00
BKEM: 0.36
SPEM: 0.54
The chart of Sortino ratio for BKEM, currently valued at 0.64, compared to the broader market-2.000.002.004.006.008.00
BKEM: 0.64
SPEM: 0.88
The chart of Omega ratio for BKEM, currently valued at 1.08, compared to the broader market0.501.001.502.002.50
BKEM: 1.08
SPEM: 1.12
The chart of Calmar ratio for BKEM, currently valued at 0.25, compared to the broader market0.002.004.006.008.0010.00
BKEM: 0.25
SPEM: 0.56
The chart of Martin ratio for BKEM, currently valued at 1.13, compared to the broader market0.0020.0040.0060.00
BKEM: 1.13
SPEM: 1.66

The current BKEM Sharpe Ratio is 0.36, which is lower than the SPEM Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BKEM and SPEM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00December2025FebruaryMarchAprilMay
0.36
0.54
BKEM
SPEM

Dividends

BKEM vs. SPEM - Dividend Comparison

BKEM's dividend yield for the trailing twelve months is around 2.82%, more than SPEM's 2.71% yield.


TTM20242023202220212020201920182017201620152014
BKEM
BNY Mellon Emerging Markets Equity ETF
2.82%2.76%3.02%3.15%2.22%1.78%0.00%0.00%0.00%0.00%0.00%0.00%
SPEM
SPDR Portfolio Emerging Markets ETF
2.71%2.78%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%2.26%

Drawdowns

BKEM vs. SPEM - Drawdown Comparison

The maximum BKEM drawdown since its inception was -39.48%, smaller than the maximum SPEM drawdown of -64.41%. Use the drawdown chart below to compare losses from any high point for BKEM and SPEM. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%December2025FebruaryMarchAprilMay
-17.65%
-6.40%
BKEM
SPEM

Volatility

BKEM vs. SPEM - Volatility Comparison

BNY Mellon Emerging Markets Equity ETF (BKEM) and SPDR Portfolio Emerging Markets ETF (SPEM) have volatilities of 11.29% and 10.86%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2025FebruaryMarchAprilMay
11.29%
10.86%
BKEM
SPEM